We are live on ! Find out more
PPA

Parametric Portfolio Associates Portfolio holdings

AUM $190B
1-Year Est. Return 18.52%
This Fund
S&P 500
This Quarter Est. Return
-6.57%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$51.3B
AUM Growth
+$107M
Cap. Flow
+$4.42B
Cap. Flow %
8.61%
Top 10 Hldgs %
13.91%
Holding
4,094
New
122
Increased
1,836
Reduced
1,289
Closed
833

Top Buys

Rank Stock Value
1
VOO icon
Vanguard S&P 500 ETF
VOO
+$555M
2
GOOG icon
Alphabet (Google) Class C
GOOG
+$148M
3
META icon
Meta Platforms (Facebook)
META
+$114M
4
PYPL icon
PayPal
PYPL
+$111M
5
JPM icon
JPMorgan Chase
JPM
+$104M

Top Sells

Rank Stock Value
1
DTV
DIRECTV COM STK (DE)
DTV
+$131M
2
KRFT
KRAFT FOODS GROUP INC COM STK (VA)
KRFT
+$91.1M
3
VNQ icon
Vanguard Real Estate ETF
VNQ
+$77.8M
4
IWF icon
iShares Russell 1000 Growth ETF
IWF
+$66.5M
5
MDT icon
Medtronic
MDT
+$49.5M

Sector Composition

Rank Sector Weight
1 Financials 14.87%
2 Healthcare 13.45%
3 Technology 12.87%
4 Consumer Discretionary 9.33%
5 Industrials 8.86%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
EDE
1051
DELISTED
Empire District Electric
EDE
$5.46M 0.01%
247,932
+28,861
+13% +$643K
OEF icon
1052
PUT
iShares S&P 100 ETF
OEF
$19.8B
$5.45M 0.01%
+12,561
New +$1.13M
MWW
1053
DELISTED
Monster Worldwide Inc
MWW
$5.45M 0.01%
848,530
+231,081
+37% +$1.57M
WNR
1054
DELISTED
Western Refining Inc
WNR
$5.45M 0.01%
123,418
+23,001
+23% +$1.03M
RGC
1055
DELISTED
Regal Entertainment Group
RGC
$5.44M 0.01%
290,900
+38,130
+15% +$736K
LPLA icon
1056
LPL Financial
LPLA
$26.5B
$5.43M 0.01%
136,567
+45,069
+49% +$1.94M
SLGN icon
1057
Silgan Holdings
SLGN
$4.92B
$5.43M 0.01%
208,722
+6,706
+3% +$177K
CAB
1058
DELISTED
Cabela's Inc
CAB
$5.43M 0.01%
119,023
+25,093
+27% +$1.17M
KEP icon
1059
Korea Electric Power
KEP
$15.7B
$5.42M 0.01%
264,509
+22,144
+9% +$461K
ENOV icon
1060
Enovis
ENOV
$1.63B
$5.42M 0.01%
105,183
-7,781
-7% -$516K
SAM icon
1061
Boston Beer
SAM
$1.91B
$5.41M 0.01%
25,678
-606
-2% -$134K
CHY
1062
Calamos Convertible and High Income Fund
CHY
$1.02B
$5.41M 0.01%
497,211
-23,126
-4% -$276K
FAF icon
1063
First American
FAF
$7.79B
$5.41M 0.01%
138,350
+19,791
+17% +$782K
BFAM icon
1064
Bright Horizons
BFAM
$4.1B
$5.4M 0.01%
84,102
+38,399
+84% +$2.37M
DEI icon
1065
Douglas Emmett
DEI
$2.03B
$5.4M 0.01%
188,068
+45,556
+32% +$1.32M
EHI
1066
Western Asset Global High Income Fund
EHI
$175M
$5.4M 0.01%
601,745
+117,085
+24% +$1.14M
PDCE
1067
DELISTED
PDC Energy, Inc.
PDCE
$5.38M 0.01%
101,416
+27,281
+37% +$1.4M
TTWO icon
1068
Take-Two Interactive
TTWO
$45.3B
$5.37M 0.01%
187,056
-6,639
-3% -$197K
EOCC
1069
DELISTED
Enel Generacion Chile S.A.
EOCC
$5.37M 0.01%
218,611
-10,433
-5% -$279K
ALR
1070
DELISTED
Alere Inc
ALR
$5.37M 0.01%
111,547
-39,265
-26% -$2.04M
PPT
1071
Franklin Premier Income Trust
PPT
$323M
$5.36M 0.01%
1,096,762
-141,457
-11% -$708K
CORE
1072
DELISTED
Core Mark Holding Co., Inc.
CORE
$5.36M 0.01%
163,816
-12,044
-7% -$373K
SPTN
1073
DELISTED
SpartanNash
SPTN
$5.36M 0.01%
207,263
+27,011
+15% +$817K
HMN icon
1074
Horace Mann Educators
HMN
$2.09B
$5.35M 0.01%
161,110
-16,073
-9% -$557K
NTGR icon
1075
NETGEAR
NTGR
$681M
$5.35M 0.01%
183,410
+54,794
+43% +$1.67M
41 42
43
44 45

Similar funds

NIPH
NN Investment Partners Holdings The Hague, Netherlands $18.6B AUM 18.31% 1-Year Est. Return
AF
Amalgamated Financial New York $12.6B AUM
MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
BAM
Barrett Asset Management New York $2.39B AUM 14.06% 1-Year Est. Return
ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

Parametric Portfolio Associates's Q3 2015 Portfolio in Review

As of Q3 2015, Parametric Portfolio Associates held 4,094 positions worth $51.3B, up 0.21% from $51.2B the previous quarter. Its ten largest holdings account for 14% of the portfolio.

Parametric Portfolio Associates deployed $4.42B of net new capital in Q3 2015, opening 122 new positions and adding to 1,836 existing holdings. Its largest new stake was PayPal: 3,096,686 shares worth $96.1M.

By sector, the portfolio is most concentrated in Financials at 15% of assets, up from 14% a quarter earlier, followed by Healthcare and Technology.

On the sell side, the largest reduction was Vanguard Real Estate ETF, an estimated $77.8M trimmed.

  • Parametric Portfolio Associates's largest Q3 2015 buy was PayPal: 3,096,686 shares worth $96.1M.
  • Parametric Portfolio Associates added most to Vanguard S&P 500 ETF in Q3 2015, an estimated $555M increase.
  • Parametric Portfolio Associates's biggest Q3 2015 reduction was Vanguard Real Estate ETF, cutting an estimated $77.8M.
  • Parametric Portfolio Associates fully exited DIRECTV COM STK (DE) in Q3 2015, selling an estimated $131M.
  • Parametric Portfolio Associates's ten largest holdings make up 14% of its $51.3B portfolio in Q3 2015.
  • Parametric Portfolio Associates opened 122 new positions and closed 833 in Q3 2015.
  • Parametric Portfolio Associates's portfolio value rose 0.21% quarter-over-quarter to $51.3B.

Based on Parametric Portfolio Associates's 13F filing for Q3 2015, filed 16 Nov 2015.